Академический Документы
Профессиональный Документы
Культура Документы
1 Introduction
3 Probabilityy
4 Probability distributions
5 Probability densities
2 Organization and description of data
6 Sampling distributions
7 Inferences concerning a mean
8 C
Comparing two treatments
9 Inferences concerning variances
A Random Processes
4 Probability distributions
1 Introduction
3 Probability
4 Probability distributions
4.1 Random variables 5 Probability densities
2 Organization & description
6 Sampling distributions
In a
an e
experiment,
pe e t, An event A is said to have Sample
p space
p is the set
there is an occurred in an experiment if the corresponds to all possible
outcome. outcome is an element of A. outcomes of an experiment.
xi S S={1,2,3,4,5,6}
Note t at in e.g.
ote that e.g.2, the outco e x(t) iss continuous,
t e outcome co t uous, so tthere
eea are
e infinite
te number
u be oof
possible outcome. What will be the probability of each of this outcome?
The probability of a possible outcome is 0. P(1 X 3) may not be 0.
A random variable is any function that assigns a numerical value to
each possible outcome.
e.g.
f(1) = P[ X=1]= 1/6 = f(2) = f(3)= f(4)= f(5)= f(6)
eg
e.g. Consider
C id th
the ttrial
i l off th
throwing
i a di ith success defined
dice with d fi d as h
having
i an
outcome 6.
The probability of success is p =1/6.
W use discrete
We di t random
d variable
i bl X to
t representt the
th number
b 1 4
2 6
of success in this experiment. The sample space is {0,1,..., n}.
3 4
Let x be a sample of X. X 4 1
(b) at least four of five installations are successful, i.e. n=5, x=5 & 4
b( x; n, p ) C5 , 5 p 5 (1 p )55 = C5,5 0.6
0 65 (1-0.6)
(1-0 6)0 = 0.078
0 078
The probability is b(4; 5, 0.6) + b(5; 5, 0.6) = 0.259 + 0.078 = 0.337
4.2 The Binomial Distribution
4.1 Random variables
(10) 4.2 binomial distribution
4.3 hypergeometric
Binomial distribution distribution
4.4 mean & variance
4.5 Chebyshevs Theorem
b( x; n, p) Cn, x p x (1 p)n x x 0, 1, 2,..., n 4.6 Poisson approximation
4.8 geometric & negative
binomial distribution
for n =2 to 20 and
p = 0.01,
0 01 0.05,
0 05 010,
010 0.15,
0 15 ..., 0.90,
0 90 0.95.
0 95
P b biliti b(x;n,p)
Probabilities b( ) can be
b ddetermined
t i d ffrom cumulative
l ti probabilities
b biliti
b(x;n,p) = B(x;n,p) - B(x-1;n,p) where B(-1;n,p)=0.
e.g. A manufacturer of external hard drives claims
Binomial distribution
that only
y 10% of his drives require
q repairs
p within
b ( x; n, p ) Cn , x p x (1 p ) n x
the warranty period of 12 months. If it turns out that
x 0,1,..., n
5 of 20 of his drives requires repairs within the first
year, does this tend to support or refute the claim?
Since this p
probability
y is very
y small, it would seem reasonable to reject
j
the hard drive manufacturers claim.
= B(x; n, p) = B(4; 20, 0.10)
Examples of Binomial Distributions
b(x;n,p)
Binomial distribution
b ( x; n, p ) Cn , x p x (1 p ) n x
x 0,1,..., n
x
For any n, the binomial distribution with p=0.5 is a symmetrical
distribution at x= n/2.
When p<0.5,
p
b(x;n,p) X is more
likely to be When p>0.5,
small. X is more
likely to be
large.
x
4.3 The Hypergeometric Distribution (15)
The probability the 1st unit drawn from the sampled n units is defective is a/N.
The probability the 2nd unit drawn is defective is (a-1)/(N-1) or (a)/(N-1),
depending on whether the 1st unit drawn is defective or not defective.
The trials are not independent and so not Bernoulli trials. The probabilities
of drawing a defective unit cannot be determined using Binomial distribution.
The trials are independent and so are Bernoulli trials if we do sampling
with replacement.
Consider a lot consisting of N units, of which a are defective.
e.g.
g N= 20,, a=3 1 2 3 4 5 6 7 8 9 10 11121314151617181920
We are interested in the number of defectives in a sample of n units from this lot.
e.g. n = 10, x = 2 ?1?2?3?4?5?6?7?8 ?18?19;
We do sampling without replacement.
Hypergeometric distribution
The probability of a result with x
a N a successes (defective) in n trials is
x n x
h( x; n, a, N ) , x 0, 1, ..., n Hypergeometric distribution.
N
n
e.g. A company sells discount accessories for cell phones often ships many
defective units. Suppose it has 20 chargers on hand but 5 are defective.
If the company decides to randomly select 10 of these items, what is the
probability that 2 of the 10 is defective.
h(x; n,
n a,
a N)
hypergeometric
distribution a N a
x n x
h( x; n, a, N ) ,
N
x = 0, 1, ..., n. n
b(x; n, p)
x
4.4 The Mean and Variance of a Probability Distribution (20)
x f (x)
A Bernoulli trial is an experiment that has only 2
outcomes, success & failure. p(success)= p; p(failure)=1-p.
all x Outcomes from different trials are independent
independent.
Consider a coin is tossed 3 times. Find the mean number of heads ((success).
)
The number of heads in 3 tosses is a discrete random variable, say X.
value of X
e.g. Find the mean number of heads (success) in 3 tosses.
n=3
sln. Let X be the number of heads which is a discrete
random variable of binominal distribution. x cn,x
The probability of success p = 0.5 0 1
1 3
2 3
There are 8 possible results in these 3 Bernoulli trials.
3 1
sss ssf sfs sff fss fsf ffs fff
binomial distribution
The mean number of heads x f (x)
all x
b( x; n, p )
3
Cn , x p x (1 p ) n x
x b( x; n, p)
x 0
n p x f (x)
all x
Pf.
all x
x f ( x) binomial distribution
b ( x; n , p ) C n , x p x (1 p ) n x
x Cn, x p x (1 p)n x
all x
n
n!
x p x (1 p)n x
x 1 x!(n x)!
n
n!
p x (1 p)n x
x 1 ( x 1)!
) (n x)!
)
n
(n 1)! Let y = x-1,, m = n-1
np p x 1 (1 p) n x
x 1 ( x 1)!(n x)!
m m
m!
np p (1 p) n p b( y; m, p)
y m y
=np
y 0 y!(m y)! y 0
Mean of hypergeometric distribution f(x) Mean of f(x)
a
n x f (x)
N all x
sln N = 20,
sln. 20 a = 5,
5 1 2 3 4 5 6 7 8 9 10 11121314151617181920
n = 10 ? ? ? ? ? ? ? ? ? ?
a 5
n 10 2.5
N 20
Variance of probability distribution f(x)
is called the standard deviation
2 ( x )2 f ( x) which measures the expected
all x deviation of samples from the mean.
Binomial distributions
bility
Probab
b( x; n, p ) Cn , x p x (1 p ) n x
x = 0,
0 11, ..., n
x
= 5/4 20/4 50/4
2 n p (1 p )
Variance of probability distribution f(x)
is called the standard deviation
2 ( x )2 f ( x) which measures the expected
all x deviation of samples from the mean.
Hypergeometric
distribution
a N a
x n x
h( x; n, a, N ) ,
N
n
x x = 0, 1, ..., n.
a a N n
2 n 1
N N N 1
k th moment about the origin Mean of f(x)
x f (x x f (x)
' k
k ( x)
all x all x
1'
1st moment about the origin
k ( x )k f ( x) 2 ( x )2 f ( x)
all x all x
2
2 nd moment about the mean
C
Computing
ti fformula
l for
f the
th variance
i
2 2' 2
4.5 Chebyshevs Theorem (27)
w4 wkcham, 21/01/2016
4.6 The Poisson approximation to the binomial distribution (29)
Poisson distribution
binomial distribution
x e
f ( x; ) x 0, 1, 2,..., 0 b( x; n, p ) Cn , x p x (1 p ) n x
x!
1 2 x
11
(1 )(1 ) (1 ) lim 1 2 x 1
lim n n n (1 )(1 )(1 ) 1
x (1 ) n x n n n n
n x! n
lim x
(1 ) n x
n x! n
When n is large and p is small, binomial probabilities are often Poisson distribution
approximated by means of Poisson distribution with = np. x e
f ( x; ) , x 0, 1,,...,, 0
lim lim x!
Prove b( x; n, p) Cn, x p x (1 p)n x f ( x; )
n p 0
Pf: (continued)
binomial distribution
b( x; n, p) Cn, x p x (1 p)nx
lim lim x x = 0, 1, ..., n
b( x; n, p) (1 ) n x
n n x! n
x e lim
, x 0, 1,..., 0 (1 )n (1 ) x e
x! n n n
V i
Variance off Poisson
P i distribution
di t ib ti variance of binomial distribution
2
= n p (1- p)
4.8 The geometric and negative binomial distribution (33)
Geometric distribution
4.1 Random variables
g(x; p) = p ( 1- p )x-1 for x = 1, 2, 3, 4, 4.2 binomial distribution
4.3 hypergeometric
distribution
4.4 mean & variance
e.g. Cars manufactured by a company need to be 4.5 Chebyshevs Theorem
4.6 Poisson approximation
checked if the nitrogen oxide emission meets 4.8 geometric & negative
binomial distribution
governmentt standard.
t d d S Suppose we are
interested in the number of cars people have to
inspect until they find one whose emission does
not meet the standard (success).
If the
th first
fi t success is
i to th xth trial,
t come on the t i l th
then th
the probability
b bilit iis
p ( 1- p )x-1 where p is the probability of success.
1
p
4.8 The geometric and negative binomial distribution (34)
The number
Th b off Bernoulli
B lli ttrials
i l ttried
i d tto fifind
d Probability of y successes
in n Bernoulli trials
r successes is
b( y; n, p) Cn, y p y (1 p) n y
Negative binomial distribution y 0,1, 2,..., n
x 1 r
f ( x) p (1 p) x r for x = r,, r+1,, e.g. 3 Bernoulli trials
r 1
1 h
have 8 possible
ibl results.
lt
sss ssf sfs sff fss fsf ffs fff
C x 1,r 1 prr (1 p ) x r
Dos and Donts (35)
Do s
Dos
Describe the chance behavior of a discrete random variable X by its
probability distribution function f(x) = P(X=x) for each value of X in
the sample space.
Binomial distribution,
distribution hypergeometric distribution,
distribution Poisson distribution
have their own sets of underlying assumptions. Choose the right
distribution for your problem.
Donts
Never apply the binomial distribution to counts without first checking that
the conditions hold for Bernoulli trials.